Replication Code for: "Unintended Consequences of Macroprudential Regulation"

This STATA do-file replicates the empirical analyses reported in Tables 1–14 and Tables A.2–A.4 of the paper “Unintended Consequences of Macroprudential Regulation.” It also generates the underlying data used to construct Figures 1–4. The empirical analysis relies on confidential administrative data from Chile’s Financial Market Commission (CMF). Due to data confidentiality restrictions, the underlying micro-level data cannot be publicly shared, and full replication of the results requires access to the CMF data from the regulator.